Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models
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- Guido M. Kuersteiner & Ingmar R. Prucha, 2015. "Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity," CESifo Working Paper Series 5445, CESifo.
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More about this item
Keywords
Bias reduction; Consistency; Asymptotic normality; Dynamic panel; Fixed effects; Modified quasi-score; Robust standard error; Short panel;All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2014-10-17 (Econometrics)
- NEP-ETS-2014-10-17 (Econometric Time Series)
- NEP-ORE-2014-10-17 (Operations Research)
- NEP-SEA-2014-10-17 (South East Asia)
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